0.05Open0.02Pre Close12 Volume964 Open Interest23.00Strike Price57.00Turnover59.44%IV30.54%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0409Delta0.0345Gamma441.25Leverage Ratio-0.0052Theta0.0004Rho18.04Eff Leverage0.0038Vega